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Vasja SIVEC


Vasja SIVEC has joined ANEC/STATEC research division in September, 2016. He holds a PhD from the European University Institute, Florence. He is interested in Macroeconomics, Time Series Analysis and the link between real and financial economy.

Curriculum Vitae

  • 2016-present, STATEC/ANEC: Researcher
  • 2015-2016, University of Ljubljana – Fac. of Economics: TA for econometrics
  • 2015-16, Bank of Slovenia: Independent Analyst at the Macroprudential department
  • 2014, European Investment Bank: Intern at the economic-research department
  • 2004, University of Ljubljana – Fac. of Economics: Graduate Degree in Economics, August 2009
  • 2007-09, Harvey Norman Slovenia PLC: Wholesale manager’s assistant
  • 2010-15, European University Institute: PhD in Economics, January 2015

Publications

  • Marcellino, M. and Vasja Sivec (2016), Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs, Journal of Econometrics 193(2), 335-348

Work in Progress

  • Masten, I. and Sivec V. (2016), Smooth Transition FAVAR
  • Chen, Y. Sivec, V. and Volk M. (2016), Empirical Study on Credit Growth in Response to Capital Buffer (Release in 2008 in Slovenia)
  • Sivec, V. and Volk M. (2016), Effect of Policy Induced Changes in Capital on Bank Behaviour
  • Sivec, V. (2015), Testing Sector Price Behaviour in the Rational Inattention Model Using a Time Varying Factor Model

Affiliation

STATEC Research
E-mail: vasja.sivec(at)statec.etat.lu
Phone: (+352) 247-88451
Room: HoE 119
Office: House of Entrepreneurship
14, rue Erasme
L-1468 Luxembourg-Kirchberg